Historical data about transactions occurring in a market for traded items of value (referred to sometimes simply as traded items), such as stocks, bonds, and derivatives, are typically published by the market or by another, unrelated entity. Such historical data can include for each transaction, for example, the time of the transaction, the price per traded item for that transaction, and the number of the traded items bought and sold in that transaction (i.e., the volume of the transaction). In some markets, the volume of the transaction can affect the price of the transaction. For example, an offer by a seller to sell (or a buyer to buy) a large volume of a particular traded item can put downward (or upward) pressure on the price for that traded item.